Mitch Warachka

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
The impact of transaction duration, volume and direction on price dynamics and volatility
Quantitative Finance
2011-04-28Paper
Optimal liquidation strategies and their implications
Journal of Economic Dynamics and Control
2009-05-18Paper
A Quantum Field Theory Term Structure Model Applied to Hedging
International Journal of Theoretical and Applied Finance
2005-10-19Paper


Research outcomes over time


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